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PFIG vs. PCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFIG vs. PCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Fundamental Investment Grade Corporate Bond ETF (PFIG) and PGIM Corporate Bond 10+ Year ETF (PCL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFIG achieves a 0.68% return, which is significantly lower than PCL's 2.77% return.


PFIG

1D
0.09%
1M
0.54%
YTD
0.68%
6M
0.63%
1Y
4.31%
3Y*
5.40%
5Y*
1.43%
10Y*
2.47%

PCL

1D
0.03%
1M
1.83%
YTD
2.77%
6M
2.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFIG vs. PCL - Yearly Performance Comparison


Correlation

The correlation between PFIG and PCL is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 1, 2025

0.84

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Return for Risk

PFIG vs. PCL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFIG
PFIG Risk / Return Rank: 4747
Overall Rank
PFIG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PFIG Sortino Ratio Rank: 4848
Sortino Ratio Rank
PFIG Omega Ratio Rank: 4343
Omega Ratio Rank
PFIG Calmar Ratio Rank: 5151
Calmar Ratio Rank
PFIG Martin Ratio Rank: 4646
Martin Ratio Rank

PCL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFIG vs. PCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Fundamental Investment Grade Corporate Bond ETF (PFIG) and PGIM Corporate Bond 10+ Year ETF (PCL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PFIGPCLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.22

Martin ratioReturn relative to average drawdown

6.92

PFIG vs. PCL - Sharpe Ratio Comparison


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Drawdowns

PFIG vs. PCL - Drawdown Comparison

The maximum PFIG drawdown since its inception was -15.58%, which is greater than PCL's maximum drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for PFIG and PCL.


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Drawdown Indicators


PFIGPCLDifference

Max Drawdown

Largest peak-to-trough decline

-15.58%

-5.14%

-10.44%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-15.58%

Max Drawdown (10Y)

Largest decline over 10 years

-15.58%

Current Drawdown

Current decline from peak

-0.49%

-0.22%

-0.27%

Average Drawdown

Average peak-to-trough decline

-2.46%

-1.71%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

Volatility

PFIG vs. PCL - Volatility Comparison


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Volatility by Period


PFIGPCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

7.83%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.92%

7.83%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.21%

7.83%

-2.62%

PFIG vs. PCL - Expense Ratio Comparison

PFIG has a 0.22% expense ratio, which is lower than PCL's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PFIG vs. PCL - Dividend Comparison

PFIG's dividend yield for the trailing twelve months is around 4.40%, less than PCL's 5.24% yield.


PositionTTM20252024202320222021202020192018201720162015
PCL
PGIM Corporate Bond 10+ Year ETF
5.24%2.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFIG
Invesco Fundamental Investment Grade Corporate Bond ETF
4.40%4.15%4.12%3.54%2.58%3.34%2.81%2.92%2.88%2.54%2.58%2.57%

Frequently Asked Questions


PFIG and PCL have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PFIG is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PFIG is cheaper with a 0.22% expense ratio, compared with 0.25% for PCL.

PCL has the higher dividend yield at 5.24%, compared with 4.40% for PFIG.

They also come from different issuers: Invesco and PGIM. Their fees differ too: 0.22% for PFIG and 0.25% for PCL.

Portfolio Optimizer

Find the right allocation for PFIG and PCL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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